+172.8%
W vs XYL
+5.6%
+167.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +3.0% |
| 7D | +3.3% | +2.1% | +1.2% | +1.4% |
| 30D | +10.5% | -3.4% | +13.9% | +10.9% |
| 3M | +9.6% | -17.2% | +26.8% | +33.3% |
| 6M | +76.4% | -12.0% | +88.4% | +99.1% |
| YTD | +16.4% | -26.3% | +42.7% | +61.5% |
| 1Y | +9.3% | -33.5% | +42.8% | +77.0% |
| 3Y | +172.8% | +6.4% | +166.4% | +155.9% |
| All | +172.8% | +5.6% | +167.2% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling